+221.5%
ICE vs CSGP
+45.2%
+176.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.3% |
| 7D | -0.7% | -4.1% | +3.4% | +0.6% |
| 30D | +7.6% | +2.3% | +5.3% | +6.6% |
| 3M | +13.9% | -8.2% | +22.1% | +16.0% |
| 6M | -2.4% | -35.1% | +32.7% | +9.6% |
| YTD | +0.3% | -54.0% | +54.3% | +23.5% |
| 1Y | -6.4% | -65.3% | +58.9% | +24.9% |
| 3Y | +43.1% | -62.6% | +105.7% | +82.3% |
| 5Y | +42.1% | -64.8% | +106.9% | +79.5% |
| All | +221.5% | +45.2% | +176.3% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling